CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9826 |
0.9850 |
0.0024 |
0.2% |
0.9769 |
| High |
0.9845 |
0.9865 |
0.0020 |
0.2% |
0.9837 |
| Low |
0.9804 |
0.9823 |
0.0019 |
0.2% |
0.9723 |
| Close |
0.9843 |
0.9856 |
0.0013 |
0.1% |
0.9825 |
| Range |
0.0041 |
0.0042 |
0.0001 |
2.4% |
0.0114 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
204 |
320 |
116 |
56.9% |
1,841 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9974 |
0.9957 |
0.9879 |
|
| R3 |
0.9932 |
0.9915 |
0.9868 |
|
| R2 |
0.9890 |
0.9890 |
0.9864 |
|
| R1 |
0.9873 |
0.9873 |
0.9860 |
0.9882 |
| PP |
0.9848 |
0.9848 |
0.9848 |
0.9852 |
| S1 |
0.9831 |
0.9831 |
0.9852 |
0.9840 |
| S2 |
0.9806 |
0.9806 |
0.9848 |
|
| S3 |
0.9764 |
0.9789 |
0.9844 |
|
| S4 |
0.9722 |
0.9747 |
0.9833 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0137 |
1.0095 |
0.9888 |
|
| R3 |
1.0023 |
0.9981 |
0.9856 |
|
| R2 |
0.9909 |
0.9909 |
0.9846 |
|
| R1 |
0.9867 |
0.9867 |
0.9835 |
0.9888 |
| PP |
0.9795 |
0.9795 |
0.9795 |
0.9806 |
| S1 |
0.9753 |
0.9753 |
0.9815 |
0.9774 |
| S2 |
0.9681 |
0.9681 |
0.9804 |
|
| S3 |
0.9567 |
0.9639 |
0.9794 |
|
| S4 |
0.9453 |
0.9525 |
0.9762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9865 |
0.9723 |
0.0142 |
1.4% |
0.0049 |
0.5% |
94% |
True |
False |
393 |
| 10 |
0.9866 |
0.9723 |
0.0143 |
1.5% |
0.0050 |
0.5% |
93% |
False |
False |
389 |
| 20 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0059 |
0.6% |
96% |
False |
False |
352 |
| 40 |
0.9866 |
0.9545 |
0.0321 |
3.3% |
0.0058 |
0.6% |
97% |
False |
False |
298 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0054 |
0.5% |
53% |
False |
False |
229 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0050 |
0.5% |
53% |
False |
False |
194 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0046 |
0.5% |
53% |
False |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0044 |
|
2.618 |
0.9975 |
|
1.618 |
0.9933 |
|
1.000 |
0.9907 |
|
0.618 |
0.9891 |
|
HIGH |
0.9865 |
|
0.618 |
0.9849 |
|
0.500 |
0.9844 |
|
0.382 |
0.9839 |
|
LOW |
0.9823 |
|
0.618 |
0.9797 |
|
1.000 |
0.9781 |
|
1.618 |
0.9755 |
|
2.618 |
0.9713 |
|
4.250 |
0.9645 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9852 |
0.9848 |
| PP |
0.9848 |
0.9840 |
| S1 |
0.9844 |
0.9832 |
|